System Parameter Identification

Information Criteria and Algorithms

Edited by
  • Badong Chen, University of Florida, Gainesville, USA
  • Yu Zhu, Tsinghua University, Beijing, China
  • Jinchun Hu, Tsinghua University, Beijing, China
  • Jose Principe, University of Florida, Gainesville, FL, USA

Recently, criterion functions based on information theoretic measures (entropy, mutual information, information divergence) have attracted attention and become an emerging area of study in signal processing and system identification domain. This book presents a systematic framework for system identification and information processing, investigating system identification from an information theory point of view. The book is divided into six chapters, which cover the information needed to understand the theory and application of system parameter identification. The authors’ research provides a base for the book, but it incorporates the results from the latest international research publications.

Audience
Engineers, scientists and graduate students interested in information theory, signal processing, system identification and adaptive system training.

Hardbound, 300 Pages

Published: August 2013

Imprint: Elsevier

ISBN: 978-0-12-404574-3

Contents

  • Chapter 1

    Introduction: system identification and criteria

    Chapter 2

    Main Information theoretic measures and Their properties

    Chapter 3

    Information theoretic parameter estimation

    Chapter 4

    System parameter identification: minimum error entropy criterion

    Chapter 5

    System parameter identification: minimum information divergence criterion

    Chapter 6

    System parameter identification: mutual information criterion

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